Fixed Income Derivatives: Bond Forwards

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学習するスキル

Pricing, Financial Modeling, Financial Risk, Financial Engineering

レビュー

4.6 (2,147 件の評価)
  • 5 stars
    76.01%
  • 4 stars
    15.92%
  • 3 stars
    3.53%
  • 2 stars
    1.44%
  • 1 star
    3.07%
AZ

Jul 18, 2020

A very well designed course! I knew some topics prior to the course and it helped me to strengthen my knowledge on derivative market systematically, particularly on interest rate derivatives

NT

Jan 20, 2017

This course is amazing. The structure is very clear and coherent. It is very mathematically focused and the models are interesting. I would always recommend this course to my colleagues.

レッスンから
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

講師

  • Placeholder

    Martin Haugh

    Co-Director, Center for Financial Engineering
  • Placeholder

    Garud Iyengar

    Professor

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